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  • Model Risk Audit Manager North Holland
  • Apollo Solutions in North Holland, , Netherlands
  • jobs
  • 3 weeks ago

jobs description

Model Risk Audit Manager
Location: Amsterdam, The Netherlands
Salary: €90K - €95K + benefits & bonus

A great opportunity for a Modelling Audit Manager to join the Modelling team of a leading Banking Organisation based in Amsterdam!

As a Model Risk Audit Manager, you will be responsible for:
• Leading complex Audits focused on the methodologies and assumptions of models across, Market Risk, Credit Risk and Counterparty Credit Risk.
• Collaborating and building relationships with stakeholders across multiple business areas to ensure effectiveness.
• Adding value to the organisation by embracing continuous improvement and supporting change initiatives
• Motivating, developing, and collaborating to increase performance

Ideally, you will have the following experience:
• Analysis and modelling of market and credit risk, Value at Risk (VaR) and generic risk measures such as Greeks and stress testing;
• Other banking capital modelling techniques including concentration risk, interest rate... risk in the Banking Book, modelling of risk in pension schemes;
• Requirements thereof (PD, LGD & EAD), credit provision modelling techniques;
• Skills within statistical analysis and qualitative techniques for developing and validating models
• Skills within Credit risk modelling, regression based models, retail credit risk scorecards.

What is this position will offer you:
• Competitive base salary between €90K - €95K
• Industry leading benefits package
• 30 days holiday (excluding public holidays)
• A great company culture which is focused on growth and development

Apply now, to find out more
North Holland Netherlands

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